+116.1%
PG vs PEGA
+184.6%
-68.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.5% |
| 7D | -0.8% | -3.0% | +2.2% | -0.6% |
| 30D | +0.8% | +15.9% | -15.1% | 0.0% |
| 3M | -1.3% | +10.8% | -12.2% | -2.1% |
| 6M | -3.8% | -16.5% | +12.7% | -3.2% |
| YTD | +3.6% | -39.0% | +42.6% | +6.0% |
| 1Y | -5.7% | -37.3% | +31.5% | -3.9% |
| 3Y | +1.6% | +59.2% | -57.6% | -6.0% |
| 5Y | +14.6% | -44.9% | +59.5% | +17.7% |
| All | +116.1% | +184.6% | -68.5% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling